+61.7%
MAS vs MKC
-15.8%
+77.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.2% |
| 7D | +4.6% | +7.0% | -2.4% | +2.3% |
| 30D | +19.9% | +11.4% | +8.4% | +15.7% |
| 3M | +8.9% | -3.7% | +12.6% | +10.0% |
| 6M | +20.2% | +5.3% | +14.9% | +17.4% |
| YTD | +33.9% | -24.4% | +58.3% | +46.3% |
| 1Y | +34.7% | -19.7% | +54.3% | +44.0% |
| All | +61.7% | -15.8% | +77.5% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling